+482.3%
USO vs JEPI
+93.8%
+388.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.4% |
| 7D | +9.1% | -1.0% | +10.1% | +9.4% |
| 30D | +21.7% | -1.4% | +23.1% | +22.2% |
| 3M | +20.2% | +3.5% | +16.7% | +18.5% |
| 6M | +43.4% | +1.9% | +41.4% | +41.8% |
| YTD | +124.0% | +4.4% | +119.5% | +118.3% |
| 1Y | +112.2% | +7.2% | +105.0% | +103.8% |
| 3Y | +97.7% | +29.8% | +67.9% | +69.1% |
| 5Y | +217.4% | +41.7% | +175.7% | +155.0% |
| All | +482.3% | +93.8% | +388.5% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling